Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (Q1659558)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation |
scientific article |
Statements
Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (English)
0 references
22 August 2018
0 references
Kalman-Bucy filter
0 references
infinite-dimensional systems
0 references
boundary control systems
0 references
temporal discretization
0 references
sampled data
0 references
